BVT Call 350 GD 20.12.2024
/ DE000VD3PP63
BVT Call 350 GD 20.12.2024/ DE000VD3PP63 /
| 2024-09-24 7:55:23 PM |
Chg.-0.031 |
Bid8:06:15 PM |
Ask8:06:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
-24.41% |
0.094
Bid Size: 16,000 |
0.122
Ask Size: 16,000 |
General Dynamics Cor... |
350.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3PP6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
189.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-3.77 |
| Time value: |
0.15 |
| Break-even: |
316.46 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.03 |
| Spread %: |
23.73% |
| Delta: |
0.12 |
| Theta: |
-0.03 |
| Omega: |
22.13 |
| Rho: |
0.07 |
Quote data
| Open: |
0.122 |
| High: |
0.123 |
| Low: |
0.096 |
| Previous Close: |
0.127 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.33% |
| 1 Month |
|
|
+41.18% |
| 3 Months |
|
|
-63.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.111 |
| 1M High / 1M Low: |
0.161 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
